RsBundle  Check-in [3eeaf28f08]

        }
    }
}

/// Result type of master problems.
pub type Result<T> = result::Result<T, MasterProblemError>;




pub trait MasterProblem {
    /// Unique index for a minorant.
    type MinorantIndex: Copy + Eq;

    /// Set the number of subproblems.
    fn set_num_subproblems(&mut self, n: usize) -> Result<()>;

    /// Add or move some variables with bounds.
    ///
    /// If an index is specified, existing variables are moved,
    /// otherwise new variables are generated.
    fn add_vars(
        &mut self,
        bounds: &[(Option<usize>, Real, Real)],
        extend_subgradient: &mut FnMut(usize, Self::MinorantIndex, &[usize]) -> result::Result<DVector, Box<dyn Error>>,
    ) -> Result<()>;

    /// Add a new minorant to the model.
    ///
    /// The function returns a unique (among all minorants of all
    /// subproblems) index of the minorant. This index must remain
    /// valid until the minorant is aggregated.

// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

use crate::master::MasterProblem;
use crate::master::UnconstrainedMasterProblem;
use crate::{DVector, Minorant, Real};

use super::Result;

use itertools::multizip;
use log::debug;
use std::error::Error;
use std::f64::{EPSILON, INFINITY, NEG_INFINITY};
use std::result;

/**
 * Turn unconstrained master problem into box-constrained one.
 *
 * This master problem adds box constraints to an unconstrainted
 * master problem implementation. The box constraints are enforced by
 * an additional outer optimization loop.

    fn set_weight(&mut self, weight: Real) -> Result<()> {
        self.master.set_weight(weight)
    }

    fn add_vars(
        &mut self,
        bounds: &[(Option<usize>, Real, Real)],
        extend_subgradient: &mut FnMut(usize, Self::MinorantIndex, &[usize]) -> result::Result<DVector, Box<dyn Error>>,
    ) -> Result<()> {
        if !bounds.is_empty() {
            for (index, l, u) in bounds.iter().filter_map(|v| v.0.map(|i| (i, v.1, v.2))) {
                self.lb[index] = l;
                self.ub[index] = u;
            }
            self.lb.extend(bounds.iter().filter(|v| v.0.is_none()).map(|x| x.1));
            self.ub.extend(bounds.iter().filter(|v| v.0.is_none()).map(|x| x.2));
            self.eta.resize(self.lb.len(), 0.0);
            self.need_new_candidate = true;
            let nnew = bounds.iter().filter(|v| v.0.is_none()).count();
            let changed = bounds.iter().filter_map(|v| v.0).collect::<Vec<_>>();
            self.master.add_vars(nnew, &changed, extend_subgradient)
        } else {
            Ok(())
        }
    }

    #[cfg_attr(feature = "cargo-clippy", allow(cyclomatic_complexity))]
    fn solve(&mut self, center_value: Real) -> Result<()> {
        debug!("Solve Master");
        debug!("  lb      ={}", self.lb);
        debug!("  ub      ={}", self.ub);

        if self.need_new_candidate {
            self.compute_candidate();

// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

//! Master problem implementation using CPLEX.

#![allow(unused_unsafe)]

use crate::master::{Error as MasterProblemError, UnconstrainedMasterProblem};
use crate::{Aggregatable, DVector, Minorant, Real};

use super::Result;

use c_str_macro::c_str;
use cplex_sys as cpx;
use cplex_sys::trycpx;
use log::debug;

use std;
use std::error::Error;
use std::f64::{self, NEG_INFINITY};
use std::os::raw::{c_char, c_int};
use std::ptr;
use std::result;

impl From<cpx::CplexError> for MasterProblemError {
    fn from(err: cpx::CplexError) -> MasterProblemError {
        MasterProblemError::Solver(err.into())
    }
}

        }
    }

    fn add_vars(
        &mut self,
        nnew: usize,
        changed: &[usize],
        extend_subgradient: &mut FnMut(usize, Self::MinorantIndex, &[usize]) -> result::Result<DVector, Box<dyn Error>>,
    ) -> Result<()> {
        debug_assert!(!self.minorants[0].is_empty());
        let noldvars = self.minorants[0][0].linear.len();
        let nnewvars = noldvars + nnew;

        let mut changedvars = vec![];
        changedvars.extend_from_slice(changed);

// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

use crate::master::{Error as MasterProblemError, UnconstrainedMasterProblem};
use crate::{Aggregatable, DVector, Minorant, Real};

use super::Result;

use log::debug;

use std::error::Error;

        Ok(self.minorants.len() - 1)
    }

    fn add_vars(
        &mut self,
        nnew: usize,
        changed: &[usize],
        extend_subgradient: &mut FnMut(usize, Self::MinorantIndex, &[usize]) -> result::Result<DVector, Box<dyn Error>>,
    ) -> Result<()> {
        if !self.minorants.is_empty() {
            let noldvars = self.minorants[0].linear.len();
            let mut changedvars = vec![];
            changedvars.extend_from_slice(changed);
            changedvars.extend(noldvars..noldvars + nnew);
            for (i, m) in self.minorants.iter_mut().enumerate() {

// Copyright (c) 2016, 2017 Frank Fischer <frank-fischer@shadow-soft.de>
//
// This program is free software: you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

#![cfg_attr(feature = "cargo-clippy", allow(doc_markdown))]
//! Bundle master problem solver.
//!
//! This module contains solvers for the bundle master problem, i.e.
//! for solving convex optimization problems of the form
//!
//! \\[ \min \left\\{ \hat{f}(d) + \frac{w}{2} \\|d\\|\^2 \colon d \in [l,u] \right\\}, \\]
//!

//! * changing the weight parameter $w$,
//! * modifying $\hat{f}$ by adding or removing linear functions $\ell_i$,
//! * moving the center of the linear functions $\ell_i$ (and the
//!   bounds), i.e. replacing $\hat{f}$ by $d \mapsto \hat{f}(d -
//!   \hat{d})$ for some given $\hat{d} \in \mathbb{R}\^n$.

mod base;
pub use self::base::{MasterProblem, MasterProblemError as Error, Result};

mod boxed;
pub use self::boxed::BoxedMasterProblem;

mod unconstrained;
pub use self::unconstrained::UnconstrainedMasterProblem;

// Copyright (c) 2016, 2017 Frank Fischer <frank-fischer@shadow-soft.de>
//
// This program is free software: you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

use crate::{DVector, Minorant, Real};

use super::Result;

use std::error::Error;
use std::result;

/**
 * Trait for master problems without box constraints.
 *
 * Implementors of this trait are supposed to solve quadratic
 * optimization problems of the form
 *

    /// The variables in `changed` have been changed, so the subgradient
    /// information must be updated. Furthermore, `nnew` new variables
    /// are added.
    fn add_vars(
        &mut self,
        nnew: usize,
        changed: &[usize],
        extend_subgradient: &mut FnMut(usize, Self::MinorantIndex, &[usize]) -> result::Result<DVector, Box<dyn Error>>,
    ) -> Result<()>;

    /// Solve the master problem.
    fn solve(&mut self, eta: &DVector, fbound: Real, augbound: Real, relprec: Real) -> Result<()>;

    /// Return the current dual optimal solution.
    fn dualopt(&self) -> &DVector;

// Copyright (c) 2016, 2017, 2018 Frank Fischer <frank-fischer@shadow-soft.de>
//
// This program is free software: you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful, but

impl Solver {
    pub fn new(nnodes: usize) -> Result<Solver> {
        let mut status: c_int;
        let mut net = ptr::null_mut();

        unsafe {
            #[cfg_attr(feature = "cargo-clippy", allow(never_loop))]
            loop {
                status = cpx::setlogfilename(cpx::env(), c_str!("mcf.cpxlog").as_ptr(), c_str!("w").as_ptr());
                if status != 0 {
                    break;
                }

                net = cpx::NETcreateprob(cpx::env(), &mut status, c_str!("mcf").as_ptr());

        self.master.set_weight(new_weight)?;
        self.cnt_null += 1;
        debug!("Null Step");
        Ok(())
    }

    /// Perform one bundle iteration.
    #[cfg_attr(feature = "cargo-clippy", allow(collapsible_if))]
    pub fn step(&mut self) -> Result<Step, SolverError<P::Err>> {
        self.iterinfos.clear();

        if !self.cur_valid {
            // current point needs new evaluation
            self.init_master()?;
        }